gauss.m

Integraton routines in matlab

% GAUSS  nodes x (Legendre points) and weights w
%        for Gauss quadrature

  function [x,w] = gauss(N)
  beta = .5./sqrt(1-(2*(1:N-1)).^(-2));
  T = diag(beta,1) + diag(beta,-1);
  [V,D] = eig(T);
  x = diag(D);  [x,i] = sort(x);
  w = 2*V(1,i).^2;